+883.4%
APH vs IWD
+207.5%
+675.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.5% |
| 7D | -5.9% | -0.5% | -5.5% | -5.5% |
| 30D | -14.8% | +2.7% | -17.5% | -17.3% |
| 3M | -12.4% | +0.9% | -13.3% | -13.4% |
| 6M | +8.1% | +10.5% | -2.5% | -3.3% |
| YTD | +10.9% | +23.7% | -12.8% | -11.8% |
| 1Y | +8.8% | +28.7% | -20.0% | -17.1% |
| 3Y | +262.1% | +79.7% | +182.4% | +95.0% |
| 5Y | +283.1% | +69.7% | +213.4% | +120.8% |
| All | +883.4% | +207.5% | +675.9% | +265.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling